{"id":279,"date":"2016-01-17T22:46:34","date_gmt":"2016-01-17T21:46:34","guid":{"rendered":"https:\/\/project.inria.fr\/fraclab\/?page_id=279"},"modified":"2016-01-31T21:40:44","modified_gmt":"2016-01-31T20:40:44","slug":"finance","status":"publish","type":"page","link":"https:\/\/project.inria.fr\/fraclab\/works-using-fraclab\/finance\/","title":{"rendered":"Finance"},"content":{"rendered":"

Multifractal Analysis of the Algerian Dinar – US Dollar exchange rate <\/strong>
\nSami Diaf and Rachid Toumache
\nJournal of Accounting, Finance and Economics, Vol. 5. No. 1. September 2015. p. 74 \u2013 83<\/p>\n

More …<\/a><\/span><\/p>\n

Goodness of fit assessment for a fractal model of stock markets<\/strong>
\nM Frezza
\nChaos, Solitons & Fractals, 2014, Volume 66, pp 41\u201350<\/p>\n

Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise H\u00f6lder Exponents<\/strong>
\nA. Kapecka
\nDynamic Econometric Models 2013, Volume 13, pp 107\u2212125<\/p>\n

Modelling NASDAQ Series by Sparse Multifractional Brownian Motion<\/strong>
\nPierre R.Bertrand, Abdelkader Hamdouni, Samia Khadhraoui
\nMethodology and Computing in Applied Probability, (23 July 2010), pp. 1-18.\u00a0 DOI: 10.1007\/s11009-010-9188-5
\nMore …<\/a><\/span><\/p>\n

Mod\u00e9lisation d’une s\u00e9rie financi\u00e8re par mouvement brownien multi-fractionnaire parcimonieux<\/strong>
\nPierre R. Bertrand, Abdelkader Hamdouni, Nabiha Haouas, Samia Khadhraui
\n42\u00e8mes Journ\u00e9es de Statistique, 2010
\nMore …<\/a><\/span><\/p>\n

Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes<\/strong>
\nXi-Yuan Qian, Wei-Xing Zhou, and Gao-Feng Gu
\nPhysics A: Statistical Mechanic and Its Applications, 390(23-24), 4388-4395, 2011
\nMore …<\/a><\/span><\/p>\n

Modified Holder exponents approach to prediction of the USA stock market critical points and crashes<\/strong>
\nYu.A Kuperin, R.R. Schastlivtsev
\narXiv:0802.4460, 2008.
\nMore …<\/a><\/span><\/p>\n

Subprime mortgage crisis detection in U.S. foreign exchange rate market by multifractal analysis<\/strong>
\nJunjun Tang, Jing Wang, Cheng Huang, Guolun Wang, Xiong Wang
\nICYCS 2008: The 9th International Conference for Young Computer Scientists, pp 2999-3004, 2008.
\nMore …<\/a><\/span><\/p>\n

Econophysics approach to the dynamics of the romanian exchange rate ROL-USD<\/strong>
\nE. I. Scarlat, C. P. Cristescu, C. Stan, A. Preda, M. Mihailescu, L. Preda
\nUPB Sci. Bull., A, 69, (1), p. 43-56, 2007
\nMore …<\/a><\/span><\/p>\n

An evolutionary quantum game model of financial market dynamics – Theory and Evidence<\/strong>
\nCarlos Pedro Gon\u00e7alves, Carlos Gon\u00e7alves
\nSocial Science Research Network, 2007.
\nMore …<\/a><\/span><\/p>\n

Resonating models for the electric power market<\/strong>
\nCarlo Lucheroni
\nPhysical review. E, Statistical, nonlinear, and soft matter physics, vol. 76, 2007.
\nMore …<\/a><\/span><\/p>\n

Multifractal spectral analysis of the 1987 stock market crash<\/strong>
\nCornelis A. Los, Rossitsa Yalamova
\nInternational Research Journal of Finance and Economics, 2006.
\nMore …<\/a><\/span><\/p>\n

Long-term dependence characteristics of European stock indices<\/strong>
\nJoanna M. Lipka, Cornelis A. Los
\nEconWPA, 2004.
\nMore …<\/a><\/span><\/p>\n

Multifractal analysis and local Hoelder exponents approach to detecting stock markets crashes<\/strong>
\nI.A. Agaev, Yu.A. Kuperin
\ncond-mat\/0407603, 2004
\nMore …<\/a><\/span><\/p>\n

Pathwise identification of the memory function of a multifractional market model<\/strong>
\nSergio Bianchi
\nInternational Conference on Stochastic Finance 2004, 2004
\nMore …<\/a><\/span><\/p>\n

Enhancement of the prediction of actual market prices by modifying the regularity structure of a signal<\/strong>
\nLyailya M. Karimova, Yerbol B. Kuandykov
\nThe Application of Econophysics, 2003
\nMore …<\/a><\/span><\/p>","protected":false},"excerpt":{"rendered":"

Multifractal Analysis of the Algerian Dinar – US Dollar exchange rate Sami Diaf and Rachid Toumache Journal of Accounting, Finance and Economics, Vol. 5. No. 1. September 2015. p. 74 \u2013 83 More … Goodness of fit assessment for a fractal model of stock markets M Frezza Chaos, Solitons &\u2026<\/p>\n

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